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Details about Ke Xu

Workplace:Department of Economics, University of Victoria, (more information at EDIRC)

Access statistics for papers by Ke Xu.

Last updated 2020-05-05. Update your information in the RePEc Author Service.

Short-id: pxu167

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Working Papers

Journal Articles


  1. Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
    Journal of Futures Markets, 2018, 38, (2), 219-242 Downloads View citations (7)


  1. A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
    Journal of Empirical Finance, 2016, 38, (PB), 623-639 Downloads View citations (17)


  1. A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets
    Journal of Futures Markets, 2015, 35, (4), 339-356 Downloads View citations (22)
Page updated 2020-09-17